-11.1%
VRSK vs VSH
+74.2%
-85.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.1% | -5.9% | +0.1% |
| 7D | -5.2% | +4.8% | -9.9% | -5.2% |
| 30D | -2.3% | -0.7% | -1.6% | -2.3% |
| 3M | -2.9% | -43.1% | +40.1% | -1.2% |
| 6M | -12.8% | +91.8% | -104.6% | -19.2% |
| YTD | -20.8% | +131.6% | -152.4% | -28.1% |
| 1Y | -33.2% | +118.1% | -151.3% | -39.2% |
| 3Y | -26.6% | +40.9% | -67.5% | -29.1% |
| All | -11.1% | +74.2% | -85.3% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling